OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
☆512Mar 9, 2021Updated 5 years ago
Alternatives and similar repositories for order-book-heatmap
Users that are interested in order-book-heatmap are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆38Nov 18, 2024Updated last year
- This is a react chart library for genarating "Stock Heatmap" with given market depth data. Stock Heatmap graph useful for day traders.☆13Sep 28, 2020Updated 5 years ago
- Open-source desktop application for real-time market microstructure analysis. Explore live Level 2 order books, trades, liquidity, and bu…☆1,186Updated this week
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,326Aug 27, 2022Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,383Nov 13, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Visualize an order book using Perspective and the Gemini sandbox API.☆52Feb 10, 2022Updated 4 years ago
- A Python SDK for accessing and managing multiple local Binance order books with Python in a simple, fast, flexible, robust and fully feat…☆52Jul 28, 2026Updated 3 weeks ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆604Sep 20, 2022Updated 3 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Jul 29, 2020Updated 6 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆965Jan 12, 2022Updated 4 years ago
- Database for L2 orderbook☆755Jan 25, 2024Updated 2 years ago
- A fast in-memory limit order book (LOB).☆175Jan 29, 2023Updated 3 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆163Feb 12, 2026Updated 6 months ago
- Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.☆162Feb 11, 2026Updated 6 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆277Apr 12, 2022Updated 4 years ago
- Example 3D order book visualiser for crypto markets.☆88Apr 12, 2023Updated 3 years ago
- An Order Book app built with React/Typescript and powered by WebSockets.☆331Apr 27, 2024Updated 2 years ago
- Visualization of the full depth of the order book along time☆21Dec 17, 2019Updated 6 years ago
- A C++ and Python implementation of the limit order book.☆311Jul 7, 2020Updated 6 years ago
- Limit Order Book Implemented in Python☆103Jan 3, 2018Updated 8 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆323Dec 4, 2023Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆158Dec 11, 2022Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆188Sep 28, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆110Jul 26, 2024Updated 2 years ago
- ☆38Aug 2, 2021Updated 5 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆316Updated this week
- A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.☆80Apr 10, 2026Updated 4 months ago
- ☆21Nov 4, 2022Updated 3 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,374Dec 23, 2025Updated 7 months ago
- Nasdaq Order Book Reconstructor☆282Oct 22, 2021Updated 4 years ago
- bruh☆18Feb 10, 2023Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆55May 4, 2026Updated 3 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Avellaneda-Stoikov HFT market making algorithm implementation☆721Jul 6, 2023Updated 3 years ago
- ☆35Apr 2, 2019Updated 7 years ago
- Cryptocurrency trades aggregator☆1,141May 6, 2026Updated 3 months ago
- ☆215Mar 29, 2023Updated 3 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆135May 3, 2024Updated 2 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆606Jul 15, 2021Updated 5 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆512Updated this week